506 lines
17 KiB
Plaintext
506 lines
17 KiB
Plaintext
/-
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Chapter I 3
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A Set of Axioms for the Real-Number System
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-/
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import Common.Data.Real.Set
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#check Archimedean
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#check Real.exists_isLUB
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namespace Real
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-- ========================================
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-- The least-upper-bound axiom (completeness axiom)
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-- ========================================
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/--
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A property holds for the negation of elements in set `S` if and only if it also
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holds for the elements of the negation of `S`.
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-/
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lemma set_neg_prop_iff_neg_set_prop (S : Set ℝ) (p : ℝ → Prop)
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: (∀ y, y ∈ S → p (-y)) ↔ (∀ y, y ∈ -S → p y) := by
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apply Iff.intro
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· intro h y hy
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rw [← neg_neg y, Set.neg_mem_neg] at hy
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have := h (-y) hy
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simp at this
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exact this
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· intro h y hy
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rw [← Set.neg_mem_neg] at hy
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exact h (-y) hy
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/--
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The upper bounds of the negation of a set is the negation of the lower bounds of
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the set.
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-/
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lemma upper_bounds_neg_eq_neg_lower_bounds (S : Set ℝ)
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: upperBounds (-S) = -lowerBounds S := by
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suffices (∀ x, x ∈ upperBounds (-S) ↔ x ∈ -(lowerBounds S)) from
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Set.ext this
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intro x
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apply Iff.intro
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· intro hx
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unfold lowerBounds
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show -x ∈ { x | ∀ ⦃a : ℝ⦄, a ∈ S → x ≤ a }
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show ∀ ⦃a : ℝ⦄, a ∈ S → (-x) ≤ a
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intro a ha; rw [neg_le]; revert ha a
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rw [set_neg_prop_iff_neg_set_prop S (fun a => a ≤ x)]
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exact hx
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· intro hx
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unfold upperBounds
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show ∀ ⦃a : ℝ⦄, a ∈ -S → a ≤ x
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rw [← set_neg_prop_iff_neg_set_prop S (fun a => a ≤ x)]
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intro y hy; rw [neg_le]; revert hy y
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exact hx
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/--
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The negation of the upper bounds of a set is the lower bounds of the negation of
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the set.
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-/
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lemma neg_upper_bounds_eq_lower_bounds_neg (S : Set ℝ)
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: -upperBounds S = lowerBounds (-S) := by
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suffices (∀ x, x ∈ -upperBounds S ↔ x ∈ lowerBounds (-S)) from
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Set.ext this
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intro x
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apply Iff.intro
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· intro hx
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unfold lowerBounds
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show ∀ ⦃a : ℝ⦄, a ∈ -S → x ≤ a
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rw [← set_neg_prop_iff_neg_set_prop S (fun a => x ≤ a)]
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intro y hy; rw [le_neg]; revert hy y
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exact hx
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· intro hx
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unfold upperBounds
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show -x ∈ { x | ∀ ⦃a : ℝ⦄, a ∈ S → a ≤ x }
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show ∀ ⦃a : ℝ⦄, a ∈ S → a ≤ (-x)
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intro a ha; rw [le_neg]; revert ha a
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rw [set_neg_prop_iff_neg_set_prop S (fun a => x ≤ a)]
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exact hx
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/--
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An element `x` is the least element of the negation of a set if and only if `-x`
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if the greatest element of the set.
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-/
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lemma is_least_neg_set_eq_is_greatest_set_neq (S : Set ℝ)
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: IsLeast (-S) x = IsGreatest S (-x) := by
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unfold IsLeast IsGreatest
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rw [← neg_upper_bounds_eq_lower_bounds_neg S]
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rfl
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/--
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At least with respect to `ℝ`, `x` is the least upper bound of set `-S` if and
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only if `-x` is the greatest lower bound of `S`.
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-/
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theorem is_lub_neg_set_iff_is_glb_set_neg (S : Set ℝ)
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: IsLUB (-S) x = IsGLB S (-x) :=
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calc IsLUB (-S) x
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_ = IsLeast (upperBounds (-S)) x := rfl
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_ = IsLeast (-lowerBounds S) x := by rw [upper_bounds_neg_eq_neg_lower_bounds S]
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_ = IsGreatest (lowerBounds S) (-x) := by rw [is_least_neg_set_eq_is_greatest_set_neq]
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_ = IsGLB S (-x) := rfl
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/--
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Theorem I.27
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Every nonempty set `S` that is bounded below has a greatest lower bound; that
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is, there is a real number `L` such that `L = inf S`.
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-/
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theorem exists_isGLB (S : Set ℝ) (hne : S.Nonempty) (hbdd : BddBelow S)
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: ∃ x, IsGLB S x := by
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-- First we show the negation of a nonempty set bounded below is a nonempty
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-- set bounded above. In that case, we can then apply the completeness axiom
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-- to argue the existence of a supremum.
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have hne' : (-S).Nonempty := Set.nonempty_neg.mpr hne
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have hbdd' : ∃ x, ∀ (y : ℝ), y ∈ -S → y ≤ x := by
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rw [bddBelow_def] at hbdd
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let ⟨lb, lbp⟩ := hbdd
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refine ⟨-lb, ?_⟩
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rw [← set_neg_prop_iff_neg_set_prop S (fun y => y ≤ -lb)]
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intro y hy
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exact neg_le_neg (lbp y hy)
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rw [←bddAbove_def] at hbdd'
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-- Once we have found a supremum for `-S`, we argue the negation of this value
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-- is the same as the infimum of `S`.
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let ⟨ub, ubp⟩ := exists_isLUB (-S) hne' hbdd'
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exact ⟨-ub, (is_lub_neg_set_iff_is_glb_set_neg S).mp ubp⟩
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/--
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Every real should be less than or equal to the absolute value of its ceiling.
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-/
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lemma leq_nat_abs_ceil_self (x : ℝ) : x ≤ Int.natAbs ⌈x⌉ := by
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by_cases h : x ≥ 0
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· let k : ℤ := ⌈x⌉
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unfold Int.natAbs
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have k' : k = ⌈x⌉ := rfl
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rw [←k']
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have _ : k ≥ 0 := by -- Hint for match below
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rw [k', ge_iff_le]
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exact Int.ceil_nonneg (ge_iff_le.mp h)
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match k with
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| Int.ofNat m => calc x
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_ ≤ ⌈x⌉ := Int.le_ceil x
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_ = Int.ofNat m := by rw [←k']
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· have h' : ((Int.natAbs ⌈x⌉) : ℝ) ≥ 0 := by simp
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calc x
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_ ≤ 0 := le_of_lt (lt_of_not_le h)
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_ ≤ ↑(Int.natAbs ⌈x⌉) := GE.ge.le h'
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-- ========================================
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-- The Archimedean property of the real-number system
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-- ========================================
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/--
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Theorem I.29
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For every real `x` there exists a positive integer `n` such that `n > x`.
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-/
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theorem exists_pnat_geq_self (x : ℝ) : ∃ n : ℕ+, ↑n > x := by
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let x' : ℕ+ := ⟨Int.natAbs ⌈x⌉ + 1, by simp⟩
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have h : x < x' := calc x
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_ ≤ Int.natAbs ⌈x⌉ := leq_nat_abs_ceil_self x
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_ < ↑↑(Int.natAbs ⌈x⌉ + 1) := by simp
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_ = x' := rfl
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exact ⟨x', h⟩
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/--
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Theorem I.30
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If `x > 0` and if `y` is an arbitrary real number, there exists a positive
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integer `n` such that `nx > y`.
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This is known as the *Archimedean Property of the Reals*.
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-/
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theorem exists_pnat_mul_self_geq_of_pos {x y : ℝ}
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: x > 0 → ∃ n : ℕ+, n * x > y := by
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intro hx
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let ⟨n, p⟩ := exists_pnat_geq_self (y / x)
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have p' := mul_lt_mul_of_pos_right p hx
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rw [div_mul, div_self (show x ≠ 0 from LT.lt.ne' hx), div_one] at p'
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exact ⟨n, p'⟩
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/--
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Theorem I.31
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If three real numbers `a`, `x`, and `y` satisfy the inequalities
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`a ≤ x ≤ a + y / n` for every integer `n ≥ 1`, then `x = a`.
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-/
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theorem forall_pnat_leq_self_leq_frac_imp_eq {x y a : ℝ}
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: (∀ n : ℕ+, a ≤ x ∧ x ≤ a + (y / n)) → x = a := by
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intro h
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match @trichotomous ℝ LT.lt _ x a with
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| Or.inr (Or.inl r) => -- x = a
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exact r
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| Or.inl r => -- x < a
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have z : a < a := lt_of_le_of_lt (h 1).left r
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simp at z
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| Or.inr (Or.inr r) => -- x > a
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let ⟨c, hc⟩ := exists_pos_add_of_lt' r
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let ⟨n, hn⟩ := @exists_pnat_mul_self_geq_of_pos c y hc.left
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have hn := mul_lt_mul_of_pos_left hn $
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have hp : 0 < (↑↑n : ℝ) := by simp
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show 0 < ((↑↑n)⁻¹ : ℝ) from inv_pos.mpr hp
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rw [
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inv_mul_eq_div,
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← mul_assoc, mul_comm (n⁻¹ : ℝ),
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← one_div,
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mul_one_div
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] at hn
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simp at hn
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have := calc a + y / ↑↑n
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_ < a + c := add_lt_add_left hn a
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_ = x := hc.right
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_ ≤ a + y / ↑↑n := (h n).right
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simp at this
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/--
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If three real numbers `a`, `x`, and `y` satisfy the inequalities
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`a - y / n ≤ x ≤ a` for every integer `n ≥ 1`, then `x = a`.
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-/
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theorem forall_pnat_frac_leq_self_leq_imp_eq {x y a : ℝ}
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: (∀ n : ℕ+, a - (y / n) ≤ x ∧ x ≤ a) → x = a := by
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intro h
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match @trichotomous ℝ LT.lt _ x a with
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| Or.inr (Or.inl r) => -- x = a
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exact r
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| Or.inl r => -- x < a
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let ⟨c, hc⟩ := exists_pos_add_of_lt' r
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let ⟨n, hn⟩ := @exists_pnat_mul_self_geq_of_pos c y hc.left
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have hn := mul_lt_mul_of_pos_left hn $
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have hp : 0 < (↑↑n : ℝ) := by simp
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show 0 < ((↑↑n)⁻¹ : ℝ) from inv_pos.mpr hp
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rw [
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inv_mul_eq_div,
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← mul_assoc, mul_comm (n⁻¹ : ℝ),
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← one_div,
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mul_one_div
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] at hn
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simp at hn
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have := calc a - y / ↑↑n
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_ > a - c := sub_lt_sub_left hn a
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_ = x := sub_eq_of_eq_add (Eq.symm hc.right)
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_ ≥ a - y / ↑↑n := (h n).left
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simp at this
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| Or.inr (Or.inr r) => -- x > a
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have z : x < x := lt_of_le_of_lt (h 1).right r
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simp at z
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-- ========================================
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-- Fundamental properties of the supremum and infimum
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-- ========================================
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/--
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Every member of a set `S` is less than or equal to some value `ub` if and only
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if `ub` is an upper bound of `S`.
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-/
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lemma mem_upper_bounds_iff_forall_le {S : Set ℝ}
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: ub ∈ upperBounds S ↔ ∀ x ∈ S, x ≤ ub := by
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apply Iff.intro
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· intro h _ hx
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exact (h hx)
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· exact id
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/--
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If a set `S` has a least upper bound, it follows every member of `S` is less
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than or equal to that value.
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-/
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lemma forall_lub_imp_forall_le {S : Set ℝ}
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: IsLUB S ub → ∀ x ∈ S, x ≤ ub := by
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intro h
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rw [← mem_upper_bounds_iff_forall_le]
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exact h.left
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/--
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Any member of the upper bounds of a set must be greater than or equal to the
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least member of that set.
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-/
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lemma mem_imp_ge_lub {x : ℝ} (h : IsLUB S s) : x ∈ upperBounds S → x ≥ s := by
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intro hx
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exact h.right hx
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/--
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Theorem I.32a
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Let `h` be a given positive number and let `S` be a set of real numbers. If `S`
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has a supremum, then for some `x` in `S` we have `x > sup S - h`.
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-/
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theorem sup_imp_exists_gt_sup_sub_delta {S : Set ℝ} {s h : ℝ} (hp : h > 0)
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: IsLUB S s → ∃ x ∈ S, x > s - h := by
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intro hb
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-- Suppose all members of our set was less than `s - h`. Then `s` couldn't be
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-- the *least* upper bound.
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by_contra nb
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suffices s - h ∈ upperBounds S by
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have h' : h < h := calc h
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_ ≤ 0 := (le_sub_self_iff s).mp (hb.right this)
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_ < h := hp
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simp at h'
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rw [not_exists] at nb
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have nb' : ∀ x ∈ S, x ≤ s - h := by
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intro x hx
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exact le_of_not_gt (not_and.mp (nb x) hx)
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rwa [← mem_upper_bounds_iff_forall_le] at nb'
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/--
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Every member of a set `S` is greater than or equal to some value `lb` if and
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only if `lb` is a lower bound of `S`.
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-/
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lemma mem_lower_bounds_iff_forall_ge {S : Set ℝ}
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: lb ∈ lowerBounds S ↔ ∀ x ∈ S, x ≥ lb := by
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apply Iff.intro
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· intro h _ hx
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exact (h hx)
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· exact id
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/--
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If a set `S` has a greatest lower bound, it follows every member of `S` is
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greater than or equal to that value.
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-/
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lemma forall_glb_imp_forall_ge {S : Set ℝ}
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: IsGLB S lb → ∀ x ∈ S, x ≥ lb := by
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intro h
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rw [← mem_lower_bounds_iff_forall_ge]
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exact h.left
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/--
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Any member of the lower bounds of a set must be less than or equal to the
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greatest member of that set.
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-/
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lemma mem_imp_le_glb {x : ℝ} (h : IsGLB S s) : x ∈ lowerBounds S → x ≤ s := by
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intro hx
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exact h.right hx
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/--
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Theorem I.32b
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Let `h` be a given positive number and let `S` be a set of real numbers. If `S`
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has an infimum, then for some `x` in `S` we have `x < inf S + h`.
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-/
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theorem inf_imp_exists_lt_inf_add_delta {S : Set ℝ} {s h : ℝ} (hp : h > 0)
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: IsGLB S s → ∃ x ∈ S, x < s + h := by
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intro hb
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-- Suppose all members of our set was greater than `s + h`. Then `s` couldn't
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-- be the *greatest* lower bound.
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by_contra nb
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suffices s + h ∈ lowerBounds S by
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have h' : h < h := calc h
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_ ≤ 0 := (add_le_iff_nonpos_right s).mp (hb.right this)
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_ < h := hp
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simp at h'
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rw [not_exists] at nb
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have nb' : ∀ x ∈ S, x ≥ s + h := by
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intro x hx
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exact le_of_not_gt (not_and.mp (nb x) hx)
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rwa [← mem_lower_bounds_iff_forall_ge] at nb'
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/--
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Theorem I.33a (Additive Property)
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Given nonempty subsets `A` and `B` of `ℝ`, let `C` denote the set
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`C = {a + b : a ∈ A, b ∈ B}`. If each of `A` and `B` has a supremum, then `C`
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has a supremum, and `sup C = sup A + sup B`.
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-/
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theorem sup_minkowski_sum_eq_sup_add_sup (A B : Set ℝ) (a b : ℝ)
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(hA : A.Nonempty) (hB : B.Nonempty)
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(ha : IsLUB A a) (hb : IsLUB B b)
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: IsLUB (Real.minkowski_sum A B) (a + b) := by
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let C := Real.minkowski_sum A B
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-- First we show `a + b` is an upper bound of `C`.
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have hub : a + b ∈ upperBounds C := by
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rw [mem_upper_bounds_iff_forall_le]
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intro x hx
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have ⟨a', ⟨ha', ⟨b', ⟨hb', hxab⟩⟩⟩⟩: ∃ a ∈ A, ∃ b ∈ B, x = a + b := hx
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have hs₁ : a' ≤ a := (forall_lub_imp_forall_le ha) a' ha'
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have hs₂ : b' ≤ b := (forall_lub_imp_forall_le hb) b' hb'
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exact calc x
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_ = a' + b' := hxab
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_ ≤ a + b := add_le_add hs₁ hs₂
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-- Now we show `a + b` is the *least* upper bound of `C`. We know a least
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-- upper bound `c` exists; show that `c = a + b`.
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have ⟨c, hc⟩ := exists_isLUB C
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(Real.nonempty_minkowski_sum_iff_nonempty_add_nonempty.mpr ⟨hA, hB⟩)
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⟨a + b, hub⟩
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suffices (∀ n : ℕ+, c ≤ a + b ∧ a + b ≤ c + (1 / n)) by
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rwa [← forall_pnat_leq_self_leq_frac_imp_eq this] at hc
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intro n
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apply And.intro
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· exact hc.right hub
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· have hd : 1 / (2 * n) > (0 : ℝ) := by norm_num
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have ⟨a', ha'⟩ := sup_imp_exists_gt_sup_sub_delta hd ha
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have ⟨b', hb'⟩ := sup_imp_exists_gt_sup_sub_delta hd hb
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have hab' : a + b < a' + b' + 1 / n := by
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have ha'' := add_lt_add_right ha'.right (1 / (2 * ↑↑n))
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have hb'' := add_lt_add_right hb'.right (1 / (2 * ↑↑n))
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rw [sub_add_cancel] at ha'' hb''
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have hr := add_lt_add ha'' hb''
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ring_nf at hr
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ring_nf
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rwa [add_assoc, add_comm b' (↑↑n)⁻¹, ← add_assoc]
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have hc' : a' + b' ≤ c := by
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refine forall_lub_imp_forall_le hc (a' + b') ?_
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show ∃ a ∈ A, ∃ b ∈ B, a' + b' = a + b
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exact ⟨a', ⟨ha'.left, ⟨b', ⟨hb'.left, rfl⟩⟩⟩⟩
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calc a + b
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_ ≤ a' + b' + 1 / n := le_of_lt hab'
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_ ≤ c + 1 / n := add_le_add_right hc' (1 / n)
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/--
|
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Theorem I.33b (Additive Property)
|
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|
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Given nonempty subsets `A` and `B` of `ℝ`, let `C` denote the set
|
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`C = {a + b : a ∈ A, b ∈ B}`. If each of `A` and `B` has an infimum, then `C`
|
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has an infimum, and `inf C = inf A + inf B`.
|
||
-/
|
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theorem inf_minkowski_sum_eq_inf_add_inf (A B : Set ℝ)
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(hA : A.Nonempty) (hB : B.Nonempty)
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(ha : IsGLB A a) (hb : IsGLB B b)
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: IsGLB (Real.minkowski_sum A B) (a + b) := by
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let C := Real.minkowski_sum A B
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-- First we show `a + b` is a lower bound of `C`.
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have hlb : a + b ∈ lowerBounds C := by
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rw [mem_lower_bounds_iff_forall_ge]
|
||
intro x hx
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||
have ⟨a', ⟨ha', ⟨b', ⟨hb', hxab⟩⟩⟩⟩: ∃ a ∈ A, ∃ b ∈ B, x = a + b := hx
|
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have hs₁ : a' ≥ a := (forall_glb_imp_forall_ge ha) a' ha'
|
||
have hs₂ : b' ≥ b := (forall_glb_imp_forall_ge hb) b' hb'
|
||
exact calc x
|
||
_ = a' + b' := hxab
|
||
_ ≥ a + b := add_le_add hs₁ hs₂
|
||
-- Now we show `a + b` is the *greatest* lower bound of `C`. We know a
|
||
-- greatest lower bound `c` exists; show that `c = a + b`.
|
||
have ⟨c, hc⟩ := exists_isGLB C
|
||
(Real.nonempty_minkowski_sum_iff_nonempty_add_nonempty.mpr ⟨hA, hB⟩)
|
||
⟨a + b, hlb⟩
|
||
suffices (∀ n : ℕ+, c - (1 / n) ≤ a + b ∧ a + b ≤ c) by
|
||
rwa [← forall_pnat_frac_leq_self_leq_imp_eq this] at hc
|
||
intro n
|
||
apply And.intro
|
||
· have hd : 1 / (2 * n) > (0 : ℝ) := by norm_num
|
||
have ⟨a', ha'⟩ := inf_imp_exists_lt_inf_add_delta hd ha
|
||
have ⟨b', hb'⟩ := inf_imp_exists_lt_inf_add_delta hd hb
|
||
have hab' : a' + b' - 1 / n < a + b := by
|
||
have ha'' := sub_lt_sub_right ha'.right (1 / (2 * ↑↑n))
|
||
have hb'' := sub_lt_sub_right hb'.right (1 / (2 * ↑↑n))
|
||
rw [add_sub_cancel] at ha'' hb''
|
||
have hr := add_lt_add ha'' hb''
|
||
ring_nf at hr
|
||
ring_nf
|
||
rwa [← add_sub_assoc, add_sub_right_comm]
|
||
have hc' : c ≤ a' + b' := by
|
||
refine forall_glb_imp_forall_ge hc (a' + b') ?_
|
||
show ∃ a ∈ A, ∃ b ∈ B, a' + b' = a + b
|
||
exact ⟨a', ⟨ha'.left, ⟨b', ⟨hb'.left, rfl⟩⟩⟩⟩
|
||
calc c - 1 / n
|
||
_ ≤ a' + b' - 1 / n := sub_le_sub_right hc' (1 / n)
|
||
_ ≤ a + b := le_of_lt hab'
|
||
· exact hc.right hlb
|
||
|
||
/--
|
||
Theorem I.34
|
||
|
||
Given two nonempty subsets `S` and `T` of `ℝ` such that `s ≤ t` for every `s` in
|
||
`S` and every `t` in `T`. Then `S` has a supremum, and `T` has an infimum, and
|
||
they satisfy the inequality `sup S ≤ inf T`.
|
||
-/
|
||
theorem forall_mem_le_forall_mem_imp_sup_le_inf (S T : Set ℝ)
|
||
(hS : S.Nonempty) (hT : T.Nonempty)
|
||
(p : ∀ s ∈ S, ∀ t ∈ T, s ≤ t)
|
||
: ∃ (s : ℝ), IsLUB S s ∧ ∃ (t : ℝ), IsGLB T t ∧ s ≤ t := by
|
||
-- Sshow a supremum of `S` and an infimum of `T` exists (since each set bounds
|
||
-- above and below the other, respectively).
|
||
let ⟨s, hs⟩ := hS
|
||
let ⟨t, ht⟩ := hT
|
||
have ps : t ∈ upperBounds S := by
|
||
intro x hx
|
||
exact p x hx t ht
|
||
have pt : s ∈ lowerBounds T := by
|
||
intro x hx
|
||
exact p s hs x hx
|
||
have ⟨S_lub, hS_lub⟩ := Real.exists_isLUB S hS ⟨t, ps⟩
|
||
have ⟨T_glb, hT_glb⟩ := Real.exists_isGLB T hT ⟨s, pt⟩
|
||
refine ⟨S_lub, ⟨hS_lub, ⟨T_glb, ⟨hT_glb, ?_⟩⟩⟩⟩
|
||
-- Assume `T_glb < S_lub`. Then `∃ c, T_glb + c < S_lub` which in turn implies
|
||
-- existence of some `x ∈ S` such that `T_glb < S_lub - c / 2 < x < S_lub`.
|
||
by_contra nr
|
||
rw [not_le] at nr
|
||
have ⟨c, hc⟩ := exists_pos_add_of_lt' nr
|
||
have c_div_two_gt_zero : c / 2 > 0 := by
|
||
have hr := div_lt_div_of_lt (show (0 : ℝ) < 2 by simp) hc.left
|
||
rwa [zero_div] at hr
|
||
have T_glb_lt_S_lub_sub_c_div_two : T_glb < S_lub - c / 2 := by
|
||
have hr := congrFun (congrArg HSub.hSub hc.right) (c / 2)
|
||
rw [add_sub_assoc, sub_half c] at hr
|
||
calc T_glb
|
||
_ < T_glb + c / 2 := (lt_add_iff_pos_right T_glb).mpr c_div_two_gt_zero
|
||
_ = S_lub - c / 2 := hr
|
||
-- Since `x ∈ S`, `p` implies `x ≤ t` for all `t ∈ T`. So `x ≤ T_glb`. But the
|
||
-- above implies `T_glb < x`.
|
||
have ⟨x, hx⟩ := sup_imp_exists_gt_sup_sub_delta c_div_two_gt_zero hS_lub
|
||
have : x < x := calc x
|
||
_ ≤ T_glb := mem_imp_le_glb hT_glb (p x hx.left)
|
||
_ < S_lub - c / 2 := T_glb_lt_S_lub_sub_c_div_two
|
||
_ < x := hx.right
|
||
simp at this
|
||
|
||
end Real
|